@Morbott, I prepared a video tutorial showing an easy method to transfer a directX file containing an animated mesh from Fragmotion to Blender.
The second step shown in that video is the export in gltf 2.0 format which is compatible with GameGuru MAX.
No deep knowledge of those used software is required to reproduce the steps shown in that video.
However a good practice of Blender is required if you want to transform the imported object before parenting it to its animation.
Currently the GG MAX gltf importer doesn't automatically include the textures to the mesh.
However it can be done manually.
This is the link of that video uploaded in my Vimeo gallery :
https://vimeo.com/755074642
I am sorry for my poor spoken English in that video.
I was inspired by this video tutorial found on YouTube :
https://www.youtube.com/watch?v=GBSC10euloY
I hope it can help you.